VANGUARD U.S. MULTIFACTOR ETF ETF SHARES
Symbol: VFMF
Exchange: BATS
Sector: Financial_Services
Category: Mid-Cap Value
Inception date: 13/02/2018
Latest date: 16/07/2026
Current price: $181.24
Expense ratio: 0.18%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
3.38%
Ann. -32.00% (Sharpe / Sortino numerator)
Volatility
16.03%
Sharpe ratio
-2.223
VaR 95%
-1.50%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
11.17%
Ann. 14.38% (Sharpe / Sortino numerator)
Volatility
14.73%
Sharpe ratio
0.730
VaR 95%
-1.50%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
16.85%
Ann. 19.62% (Sharpe / Sortino numerator)
Volatility
14.39%
Sharpe ratio
1.111
VaR 95%
-1.51%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
36.92%
Ann. 23.78% (Sharpe / Sortino numerator)
Volatility
18.79%
Sharpe ratio
1.072
VaR 95%
-1.55%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
44.01%
Ann. 13.80% (Sharpe / Sortino numerator)
Volatility
17.50%
Sharpe ratio
0.581
VaR 95%
-1.56%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
78.20%
Ann. 18.50% (Sharpe / Sortino numerator)
Volatility
16.59%
Sharpe ratio
0.897
VaR 95%
-1.51%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.
Average daily return
0.129%
Best day
2.655%
Worst day
-2.591%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $179.83 | $181.27 | $179.69 | $181.24 | 31,900 |
| 15/07/2026 | $179.75 | $180.01 | $178.80 | $179.56 | 44,900 |
| 14/07/2026 | $180.12 | $180.32 | $178.90 | $179.43 | 31,900 |
| 13/07/2026 | $179.28 | $180.38 | $179.28 | $179.91 | 68,800 |
| 10/07/2026 | $180.00 | $180.00 | $178.31 | $179.61 | 52,100 |
| 09/07/2026 | $177.96 | $179.21 | $177.62 | $178.57 | 670,700 |
| 08/07/2026 | $177.53 | $177.65 | $176.10 | $177.01 | 23,400 |
| 07/07/2026 | $178.23 | $178.91 | $177.83 | $178.36 | 30,000 |
| 06/07/2026 | $177.65 | $178.47 | $177.65 | $178.15 | 29,700 |
| 02/07/2026 | $178.30 | $178.97 | $176.37 | $177.65 | 30,100 |